ML-QuantSubscribe

SSRNLLMs & Text

Sentiment Mispricing and Excess Volatility in Institutional Investors

Sentiment-driven investors and benchmark-focused institutions can lower stock market prices and create new countercyclical patterns in stock volatility.

Featured in No. 10 on 2 Aug 2023 ·

Released
11 Dec 2022
First featured
No. 10 · 2 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
44
Identifier
SSRN 4527359

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page